Quanto ogni coppia è vicina alla soglia di ingresso (|z| = 2) e come si è mossa negli ultimi giorni. In cima quelle più vicine e in avvicinamento. Ingresso operativo consigliato a |z| ≥ 3.
| Coppia | Settore | z oggi | trend | vicinanza a |z|=2 | Johansen | score | Sharpe |
|---|---|---|---|---|---|---|---|
| MTB / PNC | Financials | +1.87 | ↑ +0.45 | -0.13 | >90% | 57 | — |
| DUK / WEC | Utilities | +1.60 | ↑ +0.28 | -0.40 | >99% | 79 | — |
| BNY / STT | Financials | -1.03 | ↑ +0.53 | -0.97 | <90% | 23 | — |
| PSX / VLO | Energy | +1.25 | ↑ +0.11 | -0.75 | <90% | 25 | — |
| CMS / DUK | Utilities | -1.41 | ↓ -0.30 | -0.59 | >99% | 76 | — |
| KMI / WMB | Energy | +0.58 | ↑ +0.36 | -1.42 | >90% | 45 | — |
| AVB / MAA | Real Estate | +1.01 | ↓ -0.69 | -0.99 | >95% | 51 | — |
| EXR / PSA | Real Estate | -0.71 | → -0.01 | -1.29 | >90% | 42 | — |
| NWSA / NWS | Communication Services | +0.69 | → -0.04 | -1.31 | >95% | 60 | — |
| ARES / KKR | Financials | +0.30 | ↓ -0.10 | -1.70 | >95% | 56 | — |
| LNT / AEE | Utilities | -0.21 | ↓ -0.36 | -1.79 | >90% | 46 | — |
| APO / ARES | Financials | +0.10 | ↓ -0.13 | -1.90 | >95% | 57 | — |
| FITB / PNC | Financials | +0.06 | ↓ -0.26 | -1.94 | >95% | 62 | — |